ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-27 |
112-21 |
-0-06 |
-0.2% |
113-09 |
| High |
113-04 |
113-24 |
0-20 |
0.6% |
114-06 |
| Low |
112-19 |
112-15 |
-0-04 |
-0.1% |
112-15 |
| Close |
112-23 |
112-22 |
-0-01 |
0.0% |
112-22 |
| Range |
0-17 |
1-09 |
0-24 |
141.2% |
1-23 |
| ATR |
0-23 |
0-24 |
0-01 |
5.6% |
0-00 |
| Volume |
296,839 |
461,822 |
164,983 |
55.6% |
1,799,928 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-26 |
116-01 |
113-13 |
|
| R3 |
115-17 |
114-24 |
113-01 |
|
| R2 |
114-08 |
114-08 |
112-30 |
|
| R1 |
113-15 |
113-15 |
112-26 |
113-28 |
| PP |
112-31 |
112-31 |
112-31 |
113-05 |
| S1 |
112-06 |
112-06 |
112-18 |
112-18 |
| S2 |
111-22 |
111-22 |
112-14 |
|
| S3 |
110-13 |
110-29 |
112-11 |
|
| S4 |
109-04 |
109-20 |
111-31 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-09 |
117-06 |
113-20 |
|
| R3 |
116-18 |
115-15 |
113-05 |
|
| R2 |
114-27 |
114-27 |
113-00 |
|
| R1 |
113-24 |
113-24 |
112-27 |
113-14 |
| PP |
113-04 |
113-04 |
113-04 |
112-30 |
| S1 |
112-01 |
112-01 |
112-17 |
111-23 |
| S2 |
111-13 |
111-13 |
112-12 |
|
| S3 |
109-22 |
110-10 |
112-07 |
|
| S4 |
107-31 |
108-19 |
111-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-06 |
112-15 |
1-23 |
1.5% |
0-29 |
0.8% |
13% |
False |
True |
359,985 |
| 10 |
114-29 |
112-15 |
2-14 |
2.2% |
0-25 |
0.7% |
9% |
False |
True |
359,579 |
| 20 |
114-30 |
112-07 |
2-23 |
2.4% |
0-23 |
0.6% |
17% |
False |
False |
270,211 |
| 40 |
114-30 |
109-25 |
5-05 |
4.6% |
0-22 |
0.6% |
56% |
False |
False |
136,420 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.5% |
56% |
False |
False |
91,077 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-16 |
0.5% |
56% |
False |
False |
68,315 |
| 100 |
114-30 |
107-25 |
7-05 |
6.4% |
0-13 |
0.4% |
69% |
False |
False |
54,652 |
| 120 |
114-30 |
105-12 |
9-18 |
8.5% |
0-11 |
0.3% |
76% |
False |
False |
45,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-06 |
|
2.618 |
117-03 |
|
1.618 |
115-26 |
|
1.000 |
115-01 |
|
0.618 |
114-17 |
|
HIGH |
113-24 |
|
0.618 |
113-08 |
|
0.500 |
113-04 |
|
0.382 |
112-31 |
|
LOW |
112-15 |
|
0.618 |
111-22 |
|
1.000 |
111-06 |
|
1.618 |
110-13 |
|
2.618 |
109-04 |
|
4.250 |
107-01 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-04 |
113-10 |
| PP |
112-31 |
113-04 |
| S1 |
112-26 |
112-29 |
|